Chapter 5 - 1 Copyright Zheng Zhenlong & Chen...

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Unformatted text preview: 1 Copyright Zheng Zhenlong & Chen Rong, 2008 2 Copyright Zheng Zhenlong & Chen Rong, 2008 DJIA S P500 300 300 S P500 1 2 3 Copyright Zheng Zhenlong & Chen Rong, 2008 , : (3.7) 3.7 CME 225 [1] 3.7 225 225 5 ) )( ( t T q r Se F--= 4 Copyright Zheng Zhenlong & Chen Rong, 2008 ( )( ) r q T t G Se--( )( ) r q T t G Se--< 5 Copyright Zheng Zhenlong & Chen Rong, 2008 1. 6 Copyright Zheng Zhenlong & Chen Rong, 2008 2. CAPM 5.1 1...
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Chapter 5 - 1 Copyright Zheng Zhenlong & Chen...

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